Just started playing GTA IV on the Steam Deck after having it sitting in my Steam library for years. It's really fun. I really like the protagonist, the setting, and it's openness. It's a bit more tame than GTA V which I have played as well and I prefer the more subdued tone.
The best and I mean BEST play through to do is what's called The Possible Trinity, it involves playing GTA IV and it's 2 expansions, The Ballad of Gay Tony and The Lost and the Dammed missions in a specific chronological order.
It really makes the excellent writing standout and is like being part of an interactive drama series that's like The Sopranos and The Wire.